Ok it's not a rule, more of a guideline, but it goes something like this: once is an accident, twice is coincidence, thrice is a pattern.

So if you are walking down the street and a snowball beans you in the noggin, you look around, see nothing, and keep walking. If a second snowball hits you, you stop and look around more carefully. You start walking, warily, because you think it will probably happen again. When the third snowball arrives, you know someone is targeting you, and it's time to take evasive action or find ammunition of your own.

I got this concept from a writing class. It's used all the time in writing. My teacher called it the try-fail:

(1) hero tries something, fails;
(2) hero tries again, a bit differently this time, fails again;
(3) hero tries again, succeeds.

This is a simple and easy way of creating tension.

When the hero tries the first time, there is no tension, so he must fail. When he fails the second time, we have now established a pattern. When he tries the third time, the reader expects him to fail again, but no! He succeeds! Surprise! Wow, what an ending.

As examples:

- Goldilocks tried two lumpy beds before she found one she liked.
- The wolf blew down two little piggies' houses before finding one that could stand against him.
- Luke Skywalker faced Darth Vader twice and lost (once in the cave on Dagobah, once in Bespin) before he finally defeated him.

In class we did an exercise where we had to create a story with the try-fail, and it was really easy.

Naturally this technique has been done enough times that people know what is coming by the third try, but still, it works. If your story is lacking in tension, throw in a try-fail or two and see what happens.